+75.1%
MMM vs NVDL
+2,608.0%
-2,532.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.6% | -0.8% | -1.7% | -2.5% |
| 30D | -9.3% | +3.4% | -12.7% | -9.6% |
| 3M | +5.6% | +8.1% | -2.5% | +4.7% |
| 6M | +9.5% | +31.9% | -22.4% | +6.7% |
| YTD | +4.1% | +21.1% | -17.0% | +1.8% |
| 1Y | +9.4% | +34.0% | -24.7% | +5.7% |
| 3Y | +101.0% | +677.9% | -577.0% | +66.3% |
| All | +75.1% | +2,608.0% | -2,532.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling